MLJun 8, 2023
A Bayesian Framework for learning governing Partial Differential Equation from DataKalpesh More, Tapas Tripura, Rajdip Nayek et al.
The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to note that existing methods often struggle to identify the underlying equation accurately in the presence of noise. In this study, we present a new approach to discovering PDEs by combining variational Bayes and sparse linear regression. The problem of PDE discovery has been posed as a problem to learn relevant basis from a predefined dictionary of basis functions. To accelerate the overall process, a variational Bayes-based approach for discovering partial differential equations is proposed. To ensure sparsity, we employ a spike and slab prior. We illustrate the efficacy of our strategy in several examples, including Burgers, Korteweg-de Vries, Kuramoto Sivashinsky, wave equation, and heat equation (1D as well as 2D). Our method offers a promising avenue for discovering PDEs from data and has potential applications in fields such as physics, engineering, and biology.
MEDec 13, 2022
MAntRA: A framework for model agnostic reliability analysisYogesh Chandrakant Mathpati, Kalpesh Sanjay More, Tapas Tripura et al.
We propose a novel model agnostic data-driven reliability analysis framework for time-dependent reliability analysis. The proposed approach -- referred to as MAntRA -- combines interpretable machine learning, Bayesian statistics, and identifying stochastic dynamic equation to evaluate reliability of stochastically-excited dynamical systems for which the governing physics is \textit{apriori} unknown. A two-stage approach is adopted: in the first stage, an efficient variational Bayesian equation discovery algorithm is developed to determine the governing physics of an underlying stochastic differential equation (SDE) from measured output data. The developed algorithm is efficient and accounts for epistemic uncertainty due to limited and noisy data, and aleatoric uncertainty because of environmental effect and external excitation. In the second stage, the discovered SDE is solved using a stochastic integration scheme and the probability failure is computed. The efficacy of the proposed approach is illustrated on three numerical examples. The results obtained indicate the possible application of the proposed approach for reliability analysis of in-situ and heritage structures from on-site measurements.
MLJun 28, 2023
Discovering stochastic partial differential equations from limited data using variational Bayes inferenceYogesh Chandrakant Mathpati, Tapas Tripura, Rajdip Nayek et al.
We propose a novel framework for discovering Stochastic Partial Differential Equations (SPDEs) from data. The proposed approach combines the concepts of stochastic calculus, variational Bayes theory, and sparse learning. We propose the extended Kramers-Moyal expansion to express the drift and diffusion terms of an SPDE in terms of state responses and use Spike-and-Slab priors with sparse learning techniques to efficiently and accurately discover the underlying SPDEs. The proposed approach has been applied to three canonical SPDEs, (a) stochastic heat equation, (b) stochastic Allen-Cahn equation, and (c) stochastic Nagumo equation. Our results demonstrate that the proposed approach can accurately identify the underlying SPDEs with limited data. This is the first attempt at discovering SPDEs from data, and it has significant implications for various scientific applications, such as climate modeling, financial forecasting, and chemical kinetics.
MLSep 17, 2024
Towards Gaussian Process for operator learning: an uncertainty aware resolution independent operator learning algorithm for computational mechanicsSawan Kumar, Rajdip Nayek, Souvik Chakraborty
The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty quantification. This paper introduces a novel Gaussian Process (GP) based neural operator for solving parametric differential equations. The approach proposed leverages the expressive capability of deterministic neural operators and the uncertainty awareness of conventional GP. In particular, we propose a ``neural operator-embedded kernel'' wherein the GP kernel is formulated in the latent space learned using a neural operator. Further, we exploit a stochastic dual descent (SDD) algorithm for simultaneously training the neural operator parameters and the GP hyperparameters. Our approach addresses the (a) resolution dependence and (b) cubic complexity of traditional GP models, allowing for input-resolution independence and scalability in high-dimensional and non-linear parametric systems, such as those encountered in computational mechanics. We apply our method to a range of non-linear parametric partial differential equations (PDEs) and demonstrate its superiority in both computational efficiency and accuracy compared to standard GP models and wavelet neural operators. Our experimental results highlight the efficacy of this framework in solving complex PDEs while maintaining robustness in uncertainty estimation, positioning it as a scalable and reliable operator-learning algorithm for computational mechanics.
MLAug 1, 2024
Alpha-VI DeepONet: A prior-robust variational Bayesian approach for enhancing DeepONets with uncertainty quantificationSoban Nasir Lone, Subhayan De, Rajdip Nayek
We introduce a novel deep operator network (DeepONet) framework that incorporates generalised variational inference (GVI) using Rényi's $α$-divergence to learn complex operators while quantifying uncertainty. By incorporating Bayesian neural networks as the building blocks for the branch and trunk networks, our framework endows DeepONet with uncertainty quantification. The use of Rényi's $α$-divergence, instead of the Kullback-Leibler divergence (KLD), commonly used in standard variational inference, mitigates issues related to prior misspecification that are prevalent in Variational Bayesian DeepONets. This approach offers enhanced flexibility and robustness. We demonstrate that modifying the variational objective function yields superior results in terms of minimising the mean squared error and improving the negative log-likelihood on the test set. Our framework's efficacy is validated across various mechanical systems, where it outperforms both deterministic and standard KLD-based VI DeepONets in predictive accuracy and uncertainty quantification. The hyperparameter $α$, which controls the degree of robustness, can be tuned to optimise performance for specific problems. We apply this approach to a range of mechanics problems, including gravity pendulum, advection-diffusion, and diffusion-reaction systems. Our findings underscore the potential of $α$-VI DeepONet to advance the field of data-driven operator learning and its applications in engineering and scientific domains.
MLJan 8
Machine learning assisted state prediction of misspecified linear dynamical system via modal reductionRohan Vitthal Thorat, Rajdip Nayek
Accurate prediction of structural dynamics is imperative for preserving digital twin fidelity throughout operational lifetimes. Parametric models with fixed nominal parameters often omit critical physical effects due to simplifications in geometry, material behavior, damping, or boundary conditions, resulting in model form errors (MFEs) that impair predictive accuracy. This work introduces a comprehensive framework for MFE estimation and correction in high-dimensional finite element (FE) based structural dynamical systems. The Gaussian Process Latent Force Model (GPLFM) represents discrepancies non-parametrically in the reduced modal domain, allowing a flexible data-driven characterization of unmodeled dynamics. A linear Bayesian filtering approach jointly estimates system states and discrepancies, incorporating epistemic and aleatoric uncertainties. To ensure computational tractability, the FE system is projected onto a reduced modal basis, and a mesh-invariant neural network maps modal states to discrepancy estimates, permitting model rectification across different FE discretizations without retraining. Validation is undertaken across five MFE scenarios-including incorrect beam theory, damping misspecification, misspecified boundary condition, unmodeled material nonlinearity, and local damage demonstrating the surrogate model's substantial reduction of displacement and rotation prediction errors under unseen excitations. The proposed methodology offers a potential means to uphold digital twin accuracy amid inherent modeling uncertainties.
MLApr 24, 2024
Neural Operator induced Gaussian Process framework for probabilistic solution of parametric partial differential equationsSawan Kumar, Rajdip Nayek, Souvik Chakraborty
The study of neural operators has paved the way for the development of efficient approaches for solving partial differential equations (PDEs) compared with traditional methods. However, most of the existing neural operators lack the capability to provide uncertainty measures for their predictions, a crucial aspect, especially in data-driven scenarios with limited available data. In this work, we propose a novel Neural Operator-induced Gaussian Process (NOGaP), which exploits the probabilistic characteristics of Gaussian Processes (GPs) while leveraging the learning prowess of operator learning. The proposed framework leads to improved prediction accuracy and offers a quantifiable measure of uncertainty. The proposed framework is extensively evaluated through experiments on various PDE examples, including Burger's equation, Darcy flow, non-homogeneous Poisson, and wave-advection equations. Furthermore, a comparative study with state-of-the-art operator learning algorithms is presented to highlight the advantages of NOGaP. The results demonstrate superior accuracy and expected uncertainty characteristics, suggesting the promising potential of the proposed framework.
LGNov 27, 2025
Probabilistic Digital Twin for Misspecified Structural Dynamical Systems via Latent Force Modeling and Bayesian Neural NetworksSahil Kashyap, Rajdip Nayek
This work presents a probabilistic digital twin framework for response prediction in dynamical systems governed by misspecified physics. The approach integrates Gaussian Process Latent Force Models (GPLFM) and Bayesian Neural Networks (BNNs) to enable end-to-end uncertainty-aware inference and prediction. In the diagnosis phase, model-form errors (MFEs) are treated as latent input forces to a nominal linear dynamical system and jointly estimated with system states using GPLFM from sensor measurements. A BNN is then trained on posterior samples to learn a probabilistic nonlinear mapping from system states to MFEs, while capturing diagnostic uncertainty. For prognosis, this mapping is used to generate pseudo-measurements, enabling state prediction via Kalman filtering. The framework allows for systematic propagation of uncertainty from diagnosis to prediction, a key capability for trustworthy digital twins. The framework is demonstrated using four nonlinear examples: a single degree of freedom (DOF) oscillator, a multi-DOF system, and two established benchmarks -- the Bouc-Wen hysteretic system and the Silverbox experimental dataset -- highlighting its predictive accuracy and robustness to model misspecification.
LGSep 29, 2025
Safe Reinforcement Learning-Based Vibration Control: Overcoming Training Risks with LQR GuidanceRohan Vitthal Thorat, Juhi Singh, Rajdip Nayek
Structural vibrations induced by external excitations pose significant risks, including safety hazards for occupants, structural damage, and increased maintenance costs. While conventional model-based control strategies, such as Linear Quadratic Regulator (LQR), effectively mitigate vibrations, their reliance on accurate system models necessitates tedious system identification. This tedious system identification process can be avoided by using a model-free Reinforcement learning (RL) method. RL controllers derive their policies solely from observed structural behaviour, eliminating the requirement for an explicit structural model. For an RL controller to be truly model-free, its training must occur on the actual physical system rather than in simulation. However, during this training phase, the RL controller lacks prior knowledge and it exerts control force on the structure randomly, which can potentially harm the structure. To mitigate this risk, we propose guiding the RL controller using a Linear Quadratic Regulator (LQR) controller. While LQR control typically relies on an accurate structural model for optimal performance, our observations indicate that even an LQR controller based on an entirely incorrect model outperforms the uncontrolled scenario. Motivated by this finding, we introduce a hybrid control framework that integrates both LQR and RL controllers. In this approach, the LQR policy is derived from a randomly selected model and its parameters. As this LQR policy does not require knowledge of the true or an approximate structural model the overall framework remains model-free. This hybrid approach eliminates dependency on explicit system models while minimizing exploration risks inherent in naive RL implementations. As per our knowledge, this is the first study to address the critical training safety challenge of RL-based vibration control and provide a validated solution.
MLJun 18, 2025
From Local Interactions to Global Operators: Scalable Gaussian Process Operator for Physical SystemsSawan Kumar, Tapas Tripura, Rajdip Nayek et al.
Operator learning offers a powerful paradigm for solving parametric partial differential equations (PDEs), but scaling probabilistic neural operators such as the recently proposed Gaussian Processes Operators (GPOs) to high-dimensional, data-intensive regimes remains a significant challenge. In this work, we introduce a novel, scalable GPO, which capitalizes on sparsity, locality, and structural information through judicious kernel design. Addressing the fundamental limitation of cubic computational complexity, our method leverages nearest-neighbor-based local kernel approximations in the spatial domain, sparse kernel approximation in the parameter space, and structured Kronecker factorizations to enable tractable inference on large-scale datasets and high-dimensional input. While local approximations often introduce accuracy trade-offs due to limited kernel interactions, we overcome this by embedding operator-aware kernel structures and employing expressive, task-informed mean functions derived from neural operator architectures. Through extensive evaluations on a broad class of nonlinear PDEs - including Navier-Stokes, wave advection, Darcy flow, and Burgers' equations - we demonstrate that our framework consistently achieves high accuracy across varying discretization scales. These results underscore the potential of our approach to bridge the gap between scalability and fidelity in GPO, offering a compelling foundation for uncertainty-aware modeling in complex physical systems.
LGJan 17, 2025
A recursive Bayesian neural network for constitutive modeling of sands under monotonic and cyclic loadingToiba Noor, Soban Nasir Lone, G. V. Ramana et al.
In geotechnical engineering, constitutive models are central to capturing soil behavior across diverse drainage conditions, stress paths,and loading histories. While data driven deep learning (DL) approaches have shown promise as alternatives to traditional constitutive formulations, their deployment requires models that are both accurate and capable of quantifying predictive uncertainty. This study introduces a recursive Bayesian neural network (rBNN) framework that unifies temporal sequence learning with generalized Bayesian inference to achieve both predictive accuracy and rigorous uncertainty quantification. A key innovation is the incorporation of a sliding window recursive structure that enables the model to effectively capture path dependent soil responses under monotonic and cyclic loading. By treating network parameters as random variables and inferring their posterior distributions via generalized variational inference, the rBNN produces well calibrated confidence intervals alongside point predictions.The framework is validated against four datasets spanning both simulated and experimental triaxial tests: monotonic loading using a Hardening Soil model simulation and 28 CD tests on Baskarp sand, and cyclic loading using an exponential constitutive simulation of CD CU tests and 37 experimental cyclic CU tests on Ottawa F65 sand. This progression from monotonic to cyclic and from simulated to experimental data demonstrates the adaptability of the proposed approach across varying levels of data fidelity and complexity. Comparative analyses with LSTM, Encoder Decoder,and GRU architectures highlight that rBNN not only achieves competitive predictive accuracy but also provides reliable confidence intervals.
LGMar 29, 2019
A Gaussian process latent force model for joint input-state estimation in linear structural systemsRajdip Nayek, Souvik Chakraborty, Sriram Narasimhan
The problem of combined state and input estimation of linear structural systems based on measured responses and a priori knowledge of structural model is considered. A novel methodology using Gaussian process latent force models is proposed to tackle the problem in a stochastic setting. Gaussian process latent force models (GPLFMs) are hybrid models that combine differential equations representing a physical system with data-driven non-parametric Gaussian process models. In this work, the unknown input forces acting on a structure are modelled as Gaussian processes with some chosen covariance functions which are combined with the mechanistic differential equation representing the structure to construct a GPLFM. The GPLFM is then conveniently formulated as an augmented stochastic state-space model with additional states representing the latent force components, and the joint input and state inference of the resulting model is implemented using Kalman filter. The augmented state-space model of GPLFM is shown as a generalization of the class of input-augmented state-space models, is proven observable, and is robust compared to conventional augmented formulations in terms of numerical stability. The hyperparameters governing the covariance functions are estimated using maximum likelihood optimization based on the observed data, thus overcoming the need for manual tuning of the hyperparameters by trial-and-error. To assess the performance of the proposed GPLFM method, several cases of state and input estimation are demonstrated using numerical simulations on a 10-dof shear building and a 76-storey ASCE benchmark office tower. Results obtained indicate the superior performance of the proposed approach over conventional Kalman filter based approaches.